diff --git a/config/copytrader.yaml b/config/copytrader.yaml
new file mode 100644
index 000000000..d4119f6b0
--- /dev/null
+++ b/config/copytrader.yaml
@@ -0,0 +1,27 @@
+sessions:
+  binanceMaster:
+    exchange: binance
+    envVarPrefix: BINANCE
+  binanceSlave:
+    exchange: binance
+    envVarPrefix: BINANCE_SLAVE
+
+#sync:
+#  userDataStream:
+#    trades: true
+#    filledOrders: true
+#  sessions:
+#    - binanceMaster
+#    - binanceSlave
+#  symbols:
+#    - BTCUSDT
+
+crossExchangeStrategies:
+- copytrader:
+  symbol: BTCUSDT
+  sourceExchange: binanceMaster
+  followerExchange:
+    - binanceMaster
+    - binanceSlave
+
+
diff --git a/pkg/cmd/builtin.go b/pkg/cmd/builtin.go
index c8f9fbbc7..582cab60f 100644
--- a/pkg/cmd/builtin.go
+++ b/pkg/cmd/builtin.go
@@ -5,6 +5,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/autoborrow"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollmaker"
+	_ "github.com/c9s/bbgo/pkg/strategy/copytrader"
 	_ "github.com/c9s/bbgo/pkg/strategy/emastop"
 	_ "github.com/c9s/bbgo/pkg/strategy/etf"
 	_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
diff --git a/pkg/strategy/copytrader/strategy.go b/pkg/strategy/copytrader/strategy.go
new file mode 100644
index 000000000..8c750322a
--- /dev/null
+++ b/pkg/strategy/copytrader/strategy.go
@@ -0,0 +1,263 @@
+package copytrader
+
+import (
+	"context"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/sirupsen/logrus"
+)
+
+const ID = "copytrader"
+
+const stateKey = "state-v1"
+
+var log = logrus.WithField("strategy", ID)
+
+func init() {
+	bbgo.RegisterStrategy(ID, &Strategy{})
+}
+
+type Strategy struct {
+	*bbgo.Graceful
+	*bbgo.Notifiability
+	*bbgo.Persistence
+	Environment *bbgo.Environment
+
+	Symbol string `json:"symbol"`
+
+	// SourceExchange session name
+	SourceExchange string `json:"sourceExchange"`
+
+	// FollowerExchange session name
+	FollowerExchange map[string]string `json:"makerExchange"`
+
+	followerSession map[string]*bbgo.ExchangeSession
+	sourceSession   *bbgo.ExchangeSession
+
+	Market types.Market
+}
+
+func (s *Strategy) ID() string {
+	return ID
+}
+
+func (s *Strategy) InstanceID() string {
+	return fmt.Sprintf("%s:%s", ID, s.Symbol)
+}
+
+//func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
+//	sourceSession, ok := sessions[s.SourceExchange]
+//	if !ok {
+//		panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
+//	}
+//
+//	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+//	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
+//
+//	for _, v := range s.FollowerExchange {
+//		makerSession, ok := sessions[v]
+//		if !ok {
+//			panic(fmt.Errorf("maker session %s is not defined", v))
+//		}
+//		makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
+//	}
+//
+//}
+
+func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
+	//_ = s.Persistence.Sync(s)
+	// configure sessions
+	sourceSession, ok := sessions[s.SourceExchange]
+	if !ok {
+		return fmt.Errorf("source exchange session %s is not defined", s.SourceExchange)
+	}
+
+	s.sourceSession = sourceSession
+
+	for k, v := range s.FollowerExchange {
+		followerSession, ok := sessions[k]
+		if !ok {
+			panic(fmt.Errorf("maker exchange session %s is not defined", v))
+		}
+		s.followerSession[k] = followerSession
+
+	}
+
+	s.Market, ok = s.sourceSession.Market(s.Symbol)
+	if !ok {
+		return fmt.Errorf("source session market %s is not defined", s.Symbol)
+	}
+
+	//s.followerMarket, ok = s.sourceSession.Market(s.Symbol)
+	//if !ok {
+	//	return fmt.Errorf("maker session market %s is not defined", s.Symbol)
+	//}
+
+	// restore state
+	//instanceID := s.InstanceID()
+	//s.groupID = util.FNV32(instanceID)
+	//log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
+
+	//s.book = types.NewStreamBook(s.Symbol)
+	//s.book.BindStream(s.sourceSession.MarketDataStream)
+
+	//for k, _ := range s.FollowerExchange {
+	//	s.activeFollowerOrders[k] = bbgo.NewLocalActiveOrderBook(s.Symbol)
+	//	s.activeFollowerOrders[k].BindStream(s.followerSession[k].UserDataStream)
+	//	s.followerOrderStore[k] = bbgo.NewOrderStore(s.Symbol)
+	//	s.followerOrderStore[k].BindStream(s.followerSession[k].UserDataStream)
+	//}
+	//
+	//s.sourceOrderStore = bbgo.NewOrderStore(s.Symbol)
+	//s.sourceOrderStore.BindStream(s.sourceSession.UserDataStream)
+	// If position is nil, we need to allocate a new position for calculation
+	//if s.Position == nil {
+	//	s.Position = types.NewPositionFromMarket(s.Market)
+	//}
+
+	s.sourceSession.UserDataStream.OnOrderUpdate(func(order types.Order) {
+		log.Infof("source order: %v", order)
+
+		copyOrder := types.SubmitOrder{
+			Symbol:   order.Symbol,
+			Side:     order.Side,
+			Type:     order.Type,
+			Quantity: order.Quantity,
+			Market:   order.Market,
+		}
+		log.Infof("copy order: %s", copyOrder)
+		for k, _ := range s.FollowerExchange {
+			createdOrders, err := s.followerSession[k].Exchange.SubmitOrders(ctx, copyOrder)
+			if err != nil {
+				log.WithError(err).Errorf("can not place  order")
+			} else {
+				log.Infof("submitted order: %s for ...", createdOrders)
+			}
+		}
+	})
+
+	//s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
+
+	//if s.NotifyTrade {
+	//	s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
+	//		s.Notifiability.Notify(trade)
+	//	})
+	//}
+
+	//s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
+	//	c := trade.PositionChange()
+	//	if trade.Exchange == s.sourceSession.ExchangeName {
+	//		s.CoveredPosition = s.CoveredPosition.Add(c)
+	//	}
+	//
+	//	s.ProfitStats.AddTrade(trade)
+	//
+	//	if profit.Compare(fixedpoint.Zero) == 0 {
+	//		s.Environment.RecordPosition(s.Position, trade, nil)
+	//	} else {
+	//		log.Infof("%s generated profit: %v", s.Symbol, profit)
+	//
+	//		p := s.Position.NewProfit(trade, profit, netProfit)
+	//		p.Strategy = ID
+	//		p.StrategyInstanceID = instanceID
+	//		s.Notify(&p)
+	//		s.ProfitStats.AddProfit(p)
+	//
+	//		s.Environment.RecordPosition(s.Position, trade, &p)
+	//	}
+	//})
+
+	//s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
+	//	s.Notifiability.Notify(position)
+	//})
+	//s.tradeCollector.OnRecover(func(trade types.Trade) {
+	//	s.Notifiability.Notify("Recover trade", trade)
+	//})
+	//s.tradeCollector.BindStream(s.sourceSession.UserDataStream)
+	//s.tradeCollector.BindStream(s.makerSession.UserDataStream)
+
+	//go func() {
+
+	//defer func() {
+	//	if err := s.activeFollowerOrders.GracefulCancel(context.Background(),
+	//		s.makerSession.Exchange); err != nil {
+	//		log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
+	//	}
+	//}()
+
+	//	for {
+	//		select {
+	//
+	//		//case <-s.stopC:
+	//		//	log.Warnf("%s maker goroutine stopped, due to the stop signal", s.Symbol)
+	//		//	return
+	//
+	//		case <-ctx.Done():
+	//			log.Warnf("%s maker goroutine stopped, due to the cancelled context", s.Symbol)
+	//			return
+	//
+	//		case <-quoteTicker.C:
+	//			s.updateQuote(ctx, orderExecutionRouter)
+	//
+	//		case <-reportTicker.C:
+	//			s.Notifiability.Notify(&s.ProfitStats)
+	//
+	//		case <-tradeScanTicker.C:
+	//			log.Infof("scanning trades from %s ago...", tradeScanInterval)
+	//			startTime := time.Now().Add(-tradeScanInterval)
+	//			if err := s.tradeCollector.Recover(ctx, s.sourceSession.Exchange.(types.ExchangeTradeHistoryService), s.Symbol, startTime); err != nil {
+	//				log.WithError(err).Errorf("query trades error")
+	//			}
+	//
+	//		case <-posTicker.C:
+	//			// For positive position and positive covered position:
+	//			// uncover position = +5 - +3 (covered position) = 2
+	//			//
+	//			// For positive position and negative covered position:
+	//			// uncover position = +5 - (-3) (covered position) = 8
+	//			//
+	//			// meaning we bought 5 on MAX and sent buy order with 3 on binance
+	//			//
+	//			// For negative position:
+	//			// uncover position = -5 - -3 (covered position) = -2
+	//			s.tradeCollector.Process()
+	//
+	//			position := s.Position.GetBase()
+	//
+	//			uncoverPosition := position.Sub(s.CoveredPosition)
+	//			absPos := uncoverPosition.Abs()
+	//			if !s.DisableHedge && absPos.Compare(s.sourceMarket.MinQuantity) > 0 {
+	//				log.Infof("%s base position %v coveredPosition: %v uncoverPosition: %v",
+	//					s.Symbol,
+	//					position,
+	//					s.CoveredPosition,
+	//					uncoverPosition,
+	//				)
+	//
+	//				s.Hedge(ctx, uncoverPosition.Neg())
+	//			}
+	//		}
+	//	}
+	//}()
+
+	//s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
+	//	defer wg.Done()
+	//
+	//	close(s.stopC)
+	//
+	//	// wait for the quoter to stop
+	//	time.Sleep(s.UpdateInterval.Duration())
+	//
+	//	shutdownCtx, cancelShutdown := context.WithTimeout(context.TODO(), time.Minute)
+	//	defer cancelShutdown()
+	//
+	//	if err := s.activeMakerOrders.GracefulCancel(shutdownCtx, s.makerSession.Exchange); err != nil {
+	//		log.WithError(err).Errorf("graceful cancel error")
+	//	}
+	//
+	//	s.Notify("%s: %s position", ID, s.Symbol, s.Position)
+	//})
+
+	return nil
+}